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The 33-year-old 'Gypsy King' recovered from two knockdowns in the fourth round to stop his opponent and remain undefeated after his 32nd fight.
After the end of the fight, Fury went over from his stool - specially designed with Wilder's face on it - to congratulate his opponent on a hard fight, but the 35-year-old Wilder, who can certainly take pride in his performance, refused to turn their bitter rivalry into friendship.
Despite sharing three fights and having shown one another the best of their talents, Wilder refused to show any respect.
Following the fight, Fury said: "I said, 'Well done.' And he said, 'I don't wanna show any sportsmanship or respect.' I said, 'No problem.'
"I was very surprised by that but he's a sore loser, an idiot.
"To be a top fighting man, you've got to show guts and respect and he couldn't do it tonight. And that's it.
"He couldn't do it so I'll pray for him. I'm just thankful we all got out the fight in one piece and go home to our lovely families."
It seems as if Fury was ready to bury the hatchet on a tempestuous period of his life, in which Wilder has accused him of cheating on several occasions, but Wilder didn't fancy it.
Fury continued: "Wilder is a top fighter, he gave me a real run for my money tonight.
"It was a great fight tonight, worthy of any trilogy in the sport. I always said I am the best in the world and he is second.
"But I went over to show love and respect and he didn't want it to so I will pray for him.
"Wilder has no love for me because I have beaten him three times.
"But I am a sportsman and I went over to him to show him some love and respect and he did not want to give it back.
"That's his problem, I will pray for him and hopefully God will soften his heart."
Wilder was eventually taken to hospital as a precaution after the fight.
Now, the interest will turn to Fury's next fight, with a fight against Oleksandr Usyk for the undisputed heavyweight title, or a fight against the winner of a rematch between the current champ and Anthony Joshua, on the cards.
Whatever happens, the trilogy with Wilder will go down as one of the best in recent boxing history.